Analysis of financial time series / Ruey S. Tsay.
By: Tsay, Ruey S.
Material type: TextSeries: Wiley series in probability and statistics.Publisher: New Delhi; Wiley India Pvt. Ltd. c2010Edition: 3rd ed.Description: xxiii, 677 p. : Rs. 779.00 ill. ; 25 cm.Content type: text Media type: unmediated Carrier type: volumeISBN: 9788126548934 (pbk.) :; 0470414359 (hbk.) :.Subject(s): Time-series analysis | Econometrics | Risk management | Management and Business StudiesDDC classification: 332.0151955
Contents:
Financial time series and their characteristics -- Linear time series -- Volatility models -- Nonlinear models and their applications.
Item type | Current location | Call number | Status | Date due | Barcode | Item holds |
---|---|---|---|---|---|---|
Book | Chennai Mathematical Institute General Stacks | 332.015 TSA (Browse shelf) | Available | 9690 | ||
Book | Chennai Mathematical Institute General Stacks | 332.015 TSA (Browse shelf) | Checked out | 30/06/2024 00:00 | 9691 |
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Includes bibliographical references and index.
Financial time series and their characteristics -- Linear time series -- Volatility models -- Nonlinear models and their applications.